+345.5%
DRI vs SBAC
+97.3%
+248.3%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.5% | +1.0% | +1.4% |
| 7D | +3.1% | +3.0% | +0.1% | +2.3% |
| 30D | +16.2% | +4.3% | +11.9% | +14.8% |
| 3M | +8.4% | +4.1% | +4.2% | +6.8% |
| 6M | +19.0% | -11.6% | +30.6% | +22.4% |
| YTD | +28.8% | +0.4% | +28.5% | +26.5% |
| 1Y | +33.1% | -1.1% | +34.2% | +31.3% |
| 3Y | +70.8% | -7.3% | +78.0% | +68.1% |
| 5Y | +74.2% | -40.8% | +115.0% | +96.6% |
| 10Y | +345.5% | +103.0% | +242.6% | +321.7% |
| All | +345.5% | +97.3% | +248.3% | +321.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SBAC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling